+20.4%
CLF vs IEF
-3.1%
+23.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.1% |
| 7D | +10.4% | -2.0% | +12.4% | +11.6% |
| 30D | +0.6% | +0.7% | -0.2% | -2.2% |
| 3M | +4.1% | -2.5% | +6.6% | +8.4% |
| 6M | +15.1% | -2.6% | +17.7% | +19.8% |
| YTD | -4.7% | -3.2% | -1.5% | -2.0% |
| 1Y | +20.4% | -3.0% | +23.4% | +22.7% |
| All | +20.4% | -3.1% | +23.5% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded IEF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling